//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Cointegrating rank selection i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,644
Theory
1,644
Estimation theory
779
Schätztheorie
779
Nichtparametrisches Verfahren
572
Nonparametric statistics
572
Time series analysis
433
Zeitreihenanalyse
433
Estimation
281
Schätzung
280
Regression analysis
269
Regressionsanalyse
269
Statistical test
187
Statistischer Test
187
Volatility
169
Volatilität
169
Cointegration
165
Kointegration
164
Forecasting model
154
Prognoseverfahren
154
Panel
147
Panel study
147
Stochastic process
126
Stochastischer Prozess
126
Method of moments
105
Momentenmethode
105
Statistical distribution
104
Statistische Verteilung
104
Bootstrap approach
103
Bootstrap-Verfahren
103
Bayes-Statistik
100
Bayesian inference
100
USA
99
United States
99
Ökonometrie
95
Econometrics
92
Monte Carlo simulation
84
Monte-Carlo-Simulation
84
Causality analysis
77
Einheitswurzeltest
77
more ...
less ...
Online availability
All
Undetermined
643
Free
17
Type of publication
All
Article
2,164
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
2,182
Aufsatz in Zeitschrift
2,182
Collection of articles of several authors
54
Sammelwerk
54
Conference paper
22
Konferenzbeitrag
22
Konferenzschrift
19
Conference proceedings
14
Festschrift
10
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,205
Author
All
Phillips, Peter C. B.
48
Linton, Oliver
35
Chen, Xiaohong
20
Li, Qi
20
Robinson, Peter M.
19
Koop, Gary
18
Xiao, Zhijie
18
Gao, Jiti
17
Gouriéroux, Christian
17
Hsiao, Cheng
17
Lee, Lung-fei
17
White, Halbert
17
Yu, Jun
17
Lewbel, Arthur
16
Swanson, Norman R.
16
Ghysels, Eric
14
Pesaran, M. Hashem
14
Simar, Léopold
14
Aït-Sahalia, Yacine
13
Chen, Songnian
13
Horowitz, Joel
13
McAleer, Michael
13
Schmidt, Peter
13
Su, Liangjun
13
Cai, Zongwu
12
Diebold, Francis X.
12
Florens, Jean-Pierre
12
Granger, C. W. J.
12
Park, Joon Y.
12
Taylor, Robert
12
Todorov, Viktor
12
Whang, Yoon-jae
12
Chib, Siddhartha
11
Renault, Eric
11
Sasaki, Yuya
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Baltagi, Badi H.
10
Bollerslev, Tim
10
Corradi, Valentina
10
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
6,951
Working paper / National Bureau of Economic Research, Inc.
6,562
NBER Working Paper
6,335
Economics letters
5,622
European journal of operational research : EJOR
5,094
Discussion paper / Centre for Economic Policy Research
4,519
CESifo working papers
3,725
Journal of economic theory
2,903
Working paper
2,895
Discussion paper / Tinbergen Institute
2,465
Journal of economic dynamics & control
2,449
The American economic review
2,373
Computers & operations research : and their applications to problems of world concern ; an international journal
2,343
Discussion paper series / IZA
2,311
Journal of economic behavior & organization : JEBO
2,222
Europäische Hochschulschriften / 5
2,158
European economic review : EER
1,982
International journal of production research
1,955
Economic modelling
1,922
CESifo Working Paper
1,913
Applied economics
1,899
Games and economic behavior
1,868
Discussion paper
1,835
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
The economic journal : the journal of the Royal Economic Society
1,798
Journal of public economics
1,784
SpringerLink / Bücher
1,764
Discussion paper / Center for Economic Research, Tilburg University
1,693
CESifo Working Paper Series
1,631
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,541
IZA Discussion Paper
1,540
Management science : journal of the Institute for Operations Research and the Management Sciences
1,490
IMF working papers
1,448
Journal of monetary economics
1,445
Journal of banking & finance
1,439
Public choice
1,402
International economic review
1,375
Discussion papers / CEPR
1,359
Social choice and welfare
1,327
more ...
less ...
Source
All
ECONIS (ZBW)
2,205
Showing
1
-
10
of
2,205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Medium band least squares estimation of fractional
cointegration
in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
2
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
3
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard
;
Shimotsu, Katsumi
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Saved in:
4
Semiparametric error-correction models for
cointegration
with trends : Pseudo-Gaussian and optimal rank-based tests of the
cointegration
rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
5
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
6
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng
;
Choi, Yoon K.
;
Zhou, Yong
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
Saved in:
7
Robust and consistent estimation of nonlinear errors-in-variables models
Li, Tong
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001689435
Saved in:
8
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
9
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
10
Cointegration
in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->